Michael R. Wickens : Citation Profile

University of York (40% share)
Centre for Economic Policy Research (CEPR) (32% share)
Cardiff University (24% share)
CESifo (4% share)

23

H index

39

i10 index

1633

Citations

RESEARCH PRODUCTION:

49

Articles

92

Papers

4

Chapters

RESEARCH ACTIVITY:

   55 years (1969 - 2024). See details.
   Cites by year: 29
   Journals where Michael R. Wickens has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 66 (3.88 %)

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   Permalink: http://citec.repec.org/pwi163
   Updated: 2026-02-07    RAS profile: 2022-10-29    
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Relations with other researchers

Works with:

Minford, A. Patrick (3)

Meenagh, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael R. Wickens.

Is cited by:

Minford, A. Patrick (324)

Meenagh, David (195)

Le, Vo Phuong Mai (100)

Xu, Yongdeng (73)

Ou, Zhirong (67)

Fedderke, Johannes (28)

Matthews, Kent (25)

Zhou, Peng (23)

zhu, zheyi (23)

Fan, Jingwen (20)

Sosvilla-Rivero, Simon (20)

Cites to:

Minford, A. Patrick (122)

Meenagh, David (83)

Le, Vo Phuong Mai (80)

Wouters, Raf (72)

Smets, Frank (72)

Campbell, John (70)

Gertler, Mark (50)

Galí, Jordi (48)

Clarida, Richard (36)

Shiller, Robert (32)

Canova, Fabio (31)

Main data

Where Michael R. Wickens has published?

Journals with more than one article published# docs
Open Economies Review6
Economic Journal5
International Journal of Finance & Economics4
Journal of Applied Econometrics4
Journal of Empirical Finance3
Econometrica2
Journal of Money, Credit and Banking2
The Review of Economics and Statistics2
Journal of Economic Dynamics and Control2
Economics Letters2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers35
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section21
Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth4
CDMA Conference Paper Series / Centre for Dynamic Macroeconomic Analysis3
Discussion Papers / University of Exeter, Department of Economics3
CESifo Working Paper Series / CESifo2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2

Recent works citing Michael R. Wickens (2025 and 2024)

YearTitle of citing document
2024Stochastic Equilibrium the Lucas Critique and Keynesian Economics. (2024). Staines, David. In: Papers. RePEc:arx:papers:2312.16214.

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2024Estimating perennial crop supply response: A methodology literature review. (2024). Tregeagle, Daniel ; Plakias, Zoe ; Siegle, Jonathon ; Astill, Gregory. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:159-180.

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2024Inflation surprises in a New Keynesian economy with a “true” consumption function. (2024). Tamborini, Roberto. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1192-1215.

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2024Indirect Inference- a methodological essay on its role and applications. (2024). Xu, Yongdeng ; Minford, A. Patrick. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/1.

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2025UK Economic Growth and Inequality from 1870. (2025). Wang, Hankui ; Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2025/7.

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2025Nonlinear Estimation of a New Keynesian Model with Endogenous Inflation De-Anchoring. (2025). Wolters, Maik ; Hecker, Dominik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12280.

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2025Derisking Electricity Prices For Decarbonisation: A novel perspective on market incompleteness through irreversibility. (2025). Soumoy, Louis ; Welgryn, Jules. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-37.

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2024Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

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2024What does housing collateral mean for Hong Kong economy? From the perspective of modelling and policy implication. (2024). Zhao, Zhiqi ; Tang, Yunjie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:667-684.

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2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; ben Hmiden, Oussama ; Avele, Donatien ; Tatoutchoup, Didier. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

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2024Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133.

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2025Scaling and forecasting in a data-driven agent-based model: Applications to the Italian macroeconomy. (2025). Riccetti, Luca ; Catalano, Michele ; di Domenico, Jacopo. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000410.

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2025The FED model: Is it still with us?. (2025). McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000889.

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2024Testing underidentification in linear models, with applications to dynamic panel and asset pricing models. (2024). Windmeijer, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s030440762100097x.

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2025Could an economy get stuck on a rational pessimism sunspot path? The case of Japan. (2025). Meenagh, David ; Minford, Patrick ; Mai, Vo Phuong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000320.

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2025UK monetary policy in an estimated DSGE model with state-dependent price and wage contracts. (2025). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong ; Chen, Haixia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001251.

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2024The dynamics of redistribution, inequality and growth across China’s regions. (2024). Meenagh, David ; Matthews, Kent ; Yang, Xiaoliang ; Barros, Lucy. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:3:p:613-637.

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2024The impact of asset-liability maturity mismatch on stock returns: Evidence from China during 1998–2021. (2024). Bai, Yunxia ; Chen, Taoqin ; Qiu, Muqing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001100.

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2024A group decision-making method for technology selection of petrochemical enterprises. (2024). Li, Xiaofang ; Liao, Huchang. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:198:y:2024:i:c:s1364032124001667.

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2024Digitalisation as a Challenge for Smart Villages: The Case of Poland. (2024). Komorowski, Ukasz. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:12:p:2270-:d:1541504.

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2025Analysis of the Relationship Between Energy Consumption in Transport, Carbon Dioxide Emissions and State Revenues: The Case of Poland. (2025). Sobczuk, Sebastian ; Borucka, Anna. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:9:p:2291-:d:1646339.

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2024A Non-Linear Approach to Current Account Sustainability—The Cases of Germany, China, and the USA. (2024). Kyrkilis, Dimitrios ; Poulakis, Thanos. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:565-:d:1545633.

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2024Sustainability of the Current Account in Developing Countries: A Fourier Wavelet-Based Unit Root Test. (2024). Oruc, Erhan. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:17:p:7300-:d:1463611.

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2024Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403.

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2024Indirect Inference and Small Sample Bias — Some Recent Results. (2024). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:2:d:10.1007_s11079-023-09731-8.

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2024The Role of Fiscal Policy — A Survey of Recent Empirical Findings. (2024). Minford, A. Patrick ; Meenagh, David ; Mai, Vo Phuong. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-024-09759-4.

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2025How Much Price Stickiness in Hong Kong? —Evidence from Small Open Economy DSGE and Indirect Inference. (2025). Meenagh, David ; Zhu, Zheyi ; Tang, Yunjie ; Kuang, Kefeng ; Zhao, Zhiqi. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:3:d:10.1007_s11079-024-09783-4.

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2024An analysis of the accuracy of retrospective birth location recall using sibling data. (2024). von Hinke, Stephanie ; Vitt, Nicolai. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-46781-z.

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2024Cocoa: Origin Differentials and the Living Income Differential. (2024). Gilbert, Christopher L. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:36:y:2024:i:4:d:10.1057_s41287-023-00612-x.

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2025Do institutions matter in the fiscal reaction function? The case of Egypt. (2025). Ezzat, Asmaa ; Emira, Manal. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05876-8.

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2025Monetary policy stabilization in a new Keynesian model under climate change. (2025). Xepapadeas, Anastasios ; Economides, George. In: Review of Economic Dynamics. RePEc:red:issued:23-118.

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2024Policy rates in ECOWAS: are they fractionally cointegrated?. (2024). Usman, Nuruddeen ; Apinran, Martins. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:11:d:10.1007_s43546-024-00739-x.

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2025Can Modern Monetary Theory fit the post‐Crisis US facts? Evidence from a full DSGE model. (2025). Ou, Zhirong ; Minford, A. Patrick ; Liu, Chunping. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:983-1006.

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2024Modeling the effects of Brexit on the British economy. (2024). Minford, A. Patrick ; Zhu, Zheyi. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:4:p:1114-1126.

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2025The role of storage in commodity markets: Indirect inference based on grain data. (2025). Legrand, Nicolas ; Gouel, Christophe. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:2:p:705-747.

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Works by Michael R. Wickens:

YearTitleTypeCited
In: .
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In: .
[Full Text][Citation analysis]		article0
1992Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies.
[Citation analysis]		article49
1997Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article8
1995Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems.(1995) In: Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2000Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: an Intertemporal Analysis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article104
1997Debt and Deficit Ceilings, and Sustainability of Fiscal Policies: An Intertemporal Analysis.(1997) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		paper
1996Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis.(1996) In: Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 104		paper
2006OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME‐VARYING RISK In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article6
2008Testing a DSGE model of the EU using indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper12
2008Testing a DSGE Model of the EU Using Indirect Inference.(2008) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2009Testing a DSGE Model of the EU Using Indirect Inference.(2009) In: Open Economies Review.
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This paper has nother version. Agregated cites: 12		article
2011How much nominal rigidity is there in the US economy? Testing a New Keynesian DSGE Model using indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper124
2009How much nominal rigidity is there in the US Economy? Testing a New Keynesian DSGE model using indirect inference.(2009) In: CEPR Discussion Papers.
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2011How much nominal rigidity is there in the US economy? Testing a new Keynesian DSGE model using indirect inference.(2011) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 124		article
2009The Puzzles methodology: en route to Indirect Inference? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper9
2009The Puzzles Methodology: en route to Indirect Inference?.(2009) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 9		paper
2010The Puzzles methodology: En route to Indirect Inference?.(2010) In: Economic Modelling.
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This paper has nother version. Agregated cites: 9		article
2009 The ‘Puzzles’ Methodology: En Route to Indirect Inference?.(2009) In: CDMA Conference Paper Series.
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This paper has nother version. Agregated cites: 9		paper
2009Two Orthogonal Continents: Testing a Two-country DSGE Model of the US and EU Using Indirect Inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper18
2009Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and EU Using Indirect Inference.(2009) In: CEPR Discussion Papers.
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2010Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference.(2010) In: Open Economies Review.
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This paper has nother version. Agregated cites: 18		article
2009Some problems in the testing of DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2010Some Problems in the Testing of DSGE Models.(2010) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 0		paper
2010Why crises happen - nonstationary macroeconomics In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper6
2010Why crises happen - nonstationary macroeconomics.(2010) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 6		paper
2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper33
2012Testing DSGE models by Indirect inference and other methods: some Monte Carlo experiments.(2012) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 33		paper
2012Testing macroeconomic models by indirect inference on unfiltered data In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper23
2012Testing macroeconomic models by indirect inference on unfiltered data.(2012) In: CEPR Discussion Papers.
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2014Revisiting the Great Moderation: policy or luck? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper5
2013A Monte Carlo procedure for checking identification in DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper25
2013A Monte Carlo procedure for checking identification in DSGE models.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 25		paper
2015Small sample performance of indirect inference on DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper3
2015Comparing Indirect Inference and Likelihood testing: asymptotic and small sample results In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2015Testing macro models by indirect inference: a survey for users In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper69
2016Testing part of a DSGE model by Indirect Inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper13
2016What is the truth about DSGE models? Testing by indirect inference In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper2
2016Comparing different data descriptors in Indirect Inference tests on DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper12
2018Testing DSGE Models by indirect inference: a survey of recent findings In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper36
2018The small sample properties of Indirect Inference in testing and estimating DSGE models In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2021The eurozone: what is to be done? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper1
2021Estimating macro models and the potentially misleading nature of Bayesian estimation In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper3
2024Does the Fiscal Theory of the Price Level help to explain the US economy? In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper0
2004Macroeconomic Sources of Risk in the Term Structure In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper21
2007Macroeconomic Sources of Risk in the Term Structure.(2007) In: Journal of Money, Credit and Banking.
[Citation analysis]
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2004Macroeconomic Sources of Risk in the Term Structure.(2004) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2013What do the Fama-French Factors Add to C-CAPM? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper8
2013What do the Fama–French factors add to C-CAPM?.(2013) In: Journal of Empirical Finance.
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This paper has nother version. Agregated cites: 8		article
2013What do the Fama-French Factors Add to C-CAPM?.(2013) In: CAMA Working Papers.
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2014How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2014How did we get to where we are now? Reflections on 50 years of macroeconomic and financial econometrics.(2014) In: Discussion Papers.
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1986The Estimation of Linear Models with Future Rational Expectations by Efficient and Instrumental Variable Methods In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
1987Dynamic Specification, the Long Run and the Estimation of Transformed Regression Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper52
1987Vehicle Currencies, Bank Debt and the Asset Market Approach to Exchange Rate Determination: The US Dollar, 1980-1985 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1984Rational Expectations and Exchange Rate Dynamics In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
1998What was the Markets View of UK Monetary Policy? Estimating Inflation Risk and Expected Inflation with Indexed Bonds In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper15
1998What was the markets view of U.K. monetary policy? Estimating inflation risk and expected inflation with indexed bonds.(1998) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2002Macroeconomic Influences on Optimal Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2003Macroeconomic influences on optimal asset allocation.(2003) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2002Macroeconomic Sources of FOREX Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
1989International CAPM: Why Has it Failed? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1989Exchange Rate Determination with Bank-Financed Investment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1989EXCHANGE RATE DETERMINATION WITH BANK FINANCED INVESTMENT..(1989) In: Cahiers de recherche.
[Citation analysis]
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1989Non-Parametric Estimates of the Foreign Exchange and Equity Risk Premia and Tests of Market Efficiency In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2003Microeconomic Sources of Equity Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
Macroeconomic Sources of Equity Risk.() In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
1990National Insolvency: A Test of the US Intertemporal Budget Constraint In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1991Currency Substitution and Vehicle Currencies: Tests of Alternative Hypotheses for the Dollar, DM and Yen In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2005Measuring Fiscal Sustainability In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper14
2005 Measuring Fiscal Sustainability.(2005) In: CDMA Conference Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2007Is the Euro Sustainable? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2007Is the Euro Sustainable?.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2008Optimal Monetary Policy using a VAR In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
1984An Empirical Investigation into the Causes of the Failure of the Monetary Model of the Exchange Rate In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper12
1986An Empirical Investigation into the Causes of Failure of the Monetary Model of the Exchange Rate..(1986) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 12		article
2009The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2010The equity premium and the business cycle: the role of demand and supply shocks.(2010) In: International Journal of Finance & Economics.
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This paper has nother version. Agregated cites: 8		article
2011A DSGE model of banks and financial intermediation with default risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2012How Useful are DSGE Macroeconomic Models for Forecasting? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper24
2014How Useful are DSGE Macroeconomic Models for Forecasting?.(2014) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2012Modelling the U.S. sovereign credit rating In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2014Modelling the U.S. sovereign credit rating.(2014) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2013Is the UK triple-A? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2013How the Euro Crisis Evolved and How to Avoid Another: EMU, Fiscal Policy and Credit Ratings In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper18
2014How the Euro Crisis Evolved and how to Avoid Another: EMU, Fiscal Policy and Credit Ratings.(2014) In: Journal of Macroeconomics.
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This paper has nother version. Agregated cites: 18		article
2013Sovereign credit ratings in the European Union: a model-based fiscal analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper21
1990The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987 In: Econometric Theory.
[Full Text][Citation analysis]		article0
1994Is the Gilt-Equity Yield Ratio Useful for Predicting UK Stock Returns? In: Economic Journal.
[Full Text][Citation analysis]		article42
1995Real Business Cycle Analysis: A Needed Revolution in Macroeconometrics. In: Economic Journal.
[Full Text][Citation analysis]		article11
1984Stochastic Life Cycle Theory with Varying Interest Rates and Prices. In: Economic Journal.
[Full Text][Citation analysis]		article6
1987Dynamic Specification, the Long-run and the Estimation of Transformed. In: Economic Journal.
[Citation analysis]		article3
1989A Survey of Some Recent Econometric Methods. In: Economic Journal.
[Full Text][Citation analysis]		article35
1969The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors. In: Econometrica.
[Full Text][Citation analysis]		article2
1972A Note on the Use of Proxy Variables. In: Econometrica.
[Full Text][Citation analysis]		article50
1993The sustainability of current account deficits : A test of the US intertemporal budget constraint In: Journal of Economic Dynamics and Control.
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1997The Demand for Food in the United States and the Netherlands: A Systems Approach with the CBS Model: Comments. In: Journal of Applied Econometrics.
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2005Inflation prediction from the term structure: the Fisher equation in a multivariate SDF framework In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2007The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) In: Discussion Papers.
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